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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+3.55%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$2.07B
AUM Growth
+$419M
Cap. Flow
+$410M
Cap. Flow %
19.81%
Top 10 Hldgs %
18.74%
Holding
1,064
New
390
Increased
208
Reduced
141
Closed
325

Top Buys

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$93.8M
2
BHC icon
Bausch Health
BHC
+$72.6M
3
GDX icon
VanEck Gold Miners ETF
GDX
+$57.7M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$53.2M
5
MDLZ icon
Mondelez International
MDLZ
+$23.6M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$45.9M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$37M
3
DIS icon
Walt Disney
DIS
+$31M
4
KMI icon
Kinder Morgan
KMI
+$22.2M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$21.1M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.11%
2 Healthcare 12.68%
3 Consumer Staples 9.41%
4 Technology 8.66%
5 Communication Services 8.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EXPR
101
DELISTED
Express, Inc.
EXPR
$4.98M 0.24%
+11,630
New +$4.18M
CME icon
102
CME Group
CME
$95.4B
$4.96M 0.24%
51,600
+42,000
+438% +$3.82M
DLR icon
103
Digital Realty Trust
DLR
$69.6B
$4.91M 0.24%
55,500
-43,700
-44% -$3.54M
MON
104
DELISTED
Monsanto Co
MON
$4.84M 0.23%
+55,200
New +$4.98M
ABMD
105
DELISTED
Abiomed Inc
ABMD
$4.77M 0.23%
50,300
+45,900
+1,043% +$3.87M
SHPG
106
DELISTED
Shire pic
SHPG
$4.76M 0.23%
+27,700
New +$4.64M
ESRX
107
DELISTED
Express Scripts Holding Company
ESRX
$4.74M 0.23%
69,000
+20,300
+42% +$1.46M
CCI icon
108
Crown Castle
CCI
$34.6B
$4.73M 0.23%
54,700
+1,700
+3% +$144K
HP icon
109
Helmerich & Payne
HP
$3.34B
$4.71M 0.23%
80,200
+68,400
+580% +$3.62M
WELL icon
110
Welltower
WELL
$173B
$4.67M 0.23%
+67,400
New +$4.35M
SCTY
111
DELISTED
SolarCity Corporation
SCTY
$4.62M 0.22%
+187,900
New +$5.36M
MAT icon
112
Mattel
MAT
$4.47B
$4.58M 0.22%
+136,300
New +$4.14M
TFX icon
113
Teleflex
TFX
$5.96B
$4.55M 0.22%
+29,000
New +$4.05M
BBWI icon
114
Bath & Body Works
BBWI
$3.97B
$4.55M 0.22%
64,077
+43,790
+216% +$3.14M
HOLX
115
DELISTED
Hologic
HOLX
$4.5M 0.22%
+130,400
New +$4.55M
CTXS
116
DELISTED
Citrix Systems Inc
CTXS
$4.46M 0.22%
+71,329
New +$4.03M
PGR icon
117
Progressive
PGR
$128B
$4.42M 0.21%
125,900
+85,000
+208% +$2.72M
ITUB icon
118
Itaú Unibanco
ITUB
$89.8B
$4.35M 0.21%
+1,147,427
New +$3.5M
EL icon
119
Estee Lauder
EL
$30.4B
$4.3M 0.21%
45,600
+7,000
+18% +$624K
BCR
120
DELISTED
CR Bard Inc.
BCR
$4.26M 0.21%
21,000
+16,100
+329% +$3.04M
NOC icon
121
Northrop Grumman
NOC
$76B
$4.24M 0.2%
21,400
+11,700
+121% +$2.21M
DG icon
122
Dollar General
DG
$28.4B
$4.22M 0.2%
+49,300
New +$3.73M
CHK
123
DELISTED
Chesapeake Energy Corporation
CHK
$4.18M 0.2%
+5,071
New +$3.59M
HSY icon
124
Hershey
HSY
$37.3B
$4.11M 0.2%
+44,600
New +$3.98M
CPRI icon
125
Capri Holdings
CPRI
$1.82B
$4.09M 0.2%
+71,900
New +$3.55M
3 4
5
6 7

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GHC
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Quantitative Investment Management's Q1 2016 Portfolio in Review

As of Q1 2016, Quantitative Investment Management held 1,064 positions worth $2.07B, up 25% from $1.65B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Quantitative Investment Management deployed $410M of net new capital in Q1 2016, opening 390 new positions and adding to 208 existing holdings. Its largest new stake was SPDR Gold Trust: 827,900 shares worth $97.4M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Consumer Staples.

On the sell side, the largest reduction was AT&T, an estimated $17.5M trimmed.

  • Quantitative Investment Management's largest Q1 2016 buy was SPDR Gold Trust: 827,900 shares worth $97.4M.
  • Quantitative Investment Management added most to VanEck Gold Miners ETF in Q1 2016, an estimated $57.7M increase.
  • Quantitative Investment Management's biggest Q1 2016 reduction was AT&T, cutting an estimated $17.5M.
  • Quantitative Investment Management fully exited iShares China Large-Cap ETF in Q1 2016, selling an estimated $45.9M.
  • Quantitative Investment Management's ten largest holdings make up 19% of its $2.07B portfolio in Q1 2016.
  • Quantitative Investment Management opened 390 new positions and closed 325 in Q1 2016.
  • Quantitative Investment Management's portfolio value rose 25% quarter-over-quarter to $2.07B.

Based on Quantitative Investment Management's 13F filing for Q1 2016, filed 2 May 2016.